+24.5%
PH vs MKSI
+142.7%
-118.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.1% | -0.4% | +1.3% |
| 7D | -1.3% | +2.7% | -4.0% | -1.8% |
| 30D | -11.0% | -12.8% | +1.8% | -8.6% |
| 3M | +5.5% | -22.5% | +28.0% | +9.2% |
| 6M | +1.5% | +19.4% | -17.9% | -8.1% |
| YTD | +8.8% | +67.7% | -58.9% | -10.3% |
| 1Y | +24.5% | +131.4% | -106.9% | -5.7% |
| All | +24.5% | +142.7% | -118.2% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MKSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling